怎么在工作区的详情处显示期权合约的Delta的值?
老师,怎么在工作区的详情处显示期权合约的Delta的值?我试下以下的代码,但显示是0.9999,结果不对。Numeric volty = Volatility(Close);PushStatusMsg(Text(Delta(TradingDayLeft, StrikePrice, Close, 5, volty, OptionType, OptionStyle)));
老师,怎么在工作区的详情处显示期权合约的Delta的值?我试下以下的代码,但显示是0.9999,结果不对。Numeric volty = Volatility(Close);PushStatusMsg(Text(Delta(TradingDayLeft, StrikePrice, Close, 5, volty, OptionType, OptionStyle)));
能把这个合约D值,显示到详情一栏吗?
回复:你用你写的PushStatusMsg输出
带入正确公式和正确的值 用Volatility就去算标的物的波动率,我这里直接算隐波 OnBar(ArrayRef<Integer> indexs) { Numeric volty = ImpliedVolatility(TradingDayLeft, StrikePrice, data1.close, 5, close, OptionType, OptionStyle); numeric del = Delta(TradingDayLeft, StrikePrice, data1.close, 5, volty, OptionType, OptionStyle); //PushStatusMsg(Text(a)); print(del=+text(del)); }